dynfrail: Fitting Dynamic Frailty Models with the EM Algorithm

Fits semiparametric dynamic frailty models according to the methodology of Putter and van Houwelingen (2015) <doi:10.1093/biostatistics/kxv002>. Intermediate models, where the frailty is piecewise constant on prespecified intervals, are also supported. The frailty process is taken to have a specific auto-correlation structure, and the supported distributions include gamma, inverse Gaussian, power variance family (PVF) and positive stable.